+4,277.4%
MU vs MCD
+211.9%
+4,065.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -15.2% | +7.3% | -22.5% | -17.5% |
| 30D | -29.5% | +20.0% | -49.5% | -34.5% |
| 3M | -15.8% | +3.8% | -19.6% | -17.4% |
| 6M | -2.9% | +3.8% | -6.6% | -6.2% |
| YTD | +154.2% | -5.9% | +160.1% | +155.4% |
| 1Y | +186.6% | -3.2% | +189.8% | +182.3% |
| 3Y | +871.5% | +13.3% | +858.2% | +738.2% |
| 5Y | +911.7% | +25.2% | +886.4% | +709.9% |
| 10Y | +4,277.4% | +213.3% | +4,064.0% | +2,487.4% |
| All | +4,277.4% | +211.9% | +4,065.4% | +2,487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling